-98.0%
FCUV vs TAP
+4.4%
-102.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.0% | -10.5% | -8.3% |
| 7D | -8.6% | +9.9% | -18.5% | -11.3% |
| 30D | -25.9% | +18.1% | -44.1% | -30.6% |
| 3M | -69.8% | +3.2% | -73.0% | -69.9% |
| 6M | -31.6% | +8.4% | -40.1% | -32.3% |
| YTD | -90.1% | -4.4% | -85.7% | -90.4% |
| 1Y | -98.0% | +3.2% | -101.2% | -98.0% |
| All | -98.0% | +4.4% | -102.3% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling